Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 202 626 CHF | 70 042 CHF | 97,93% | 97,93% |
19/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 211 649 CHF | 73 050 CHF | 97,36% | 97,36% |
18/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 198 642 CHF | 68 714 CHF | 97,82% | 97,82% |
15/11/2024 | 3,40% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 716 178 | 238 726 | 206 699 CHF | 71 287 CHF | 98,07% | 98,07% |
14/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 717 462 | 239 154 | 207 654 CHF | 71 610 CHF | 96,59% | 96,59% |
13/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 610 920 | 203 640 | 193 804 CHF | 66 638 CHF | 98,65% | 98,65% |
12/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 200 229 CHF | 68 743 CHF | 93,13% | 93,13% |
11/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 434 CHF | 75 478 CHF | 93,88% | 93,88% |
08/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 004 CHF | 71 335 CHF | 97,15% | 97,15% |
07/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 773 CHF | 76 591 CHF | 97,06% | 97,06% |